Instrumental variable estimation of semiparametric dynamic panel data models: Monte Carlo results on several new and existing estimators Academic Article uri icon

abstract

  • We consider the problem of instrumental variable estimation of semipara-metric dynamic panel data models. We propose several new semiparametric instrumental variable estimators for estimating a dynamic panel data model. Monte Carlo experiments show that the new estimators perform much better than the estimators suggested by Li & Stengos (1996) and Li & Ullah (1998). 2000.

published proceedings

  • ADVANCES ECOOMETRICS, VOL 15, 2000

author list (cited authors)

  • Berg, M. D., Li, Q., & Ullah, A.

complete list of authors

  • Berg, MD||Li, Q||Ullah, A

publication date

  • December 2000